also when you first activate the plugin and go to the options page
there is a bug
You need to save that options page once
and then make sure you are logged into your twitter account you want to post to before you try to make the connection.

I don't know why you have to save the settings once .. it must be something with an option in the database not being set.

The option not being saved is probably the Call back URL as the people above stated you should check